Dynamic hedging of conditional value-at-risk
Alexander Melnikov; Ivan Smirnov
| Year of publication: |
2012
|
|---|---|
| Authors: | Melnikov, Alexander ; Smirnov, Ivan |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 51.2012, 1, p. 182-190
|
| Subject: | Hedging | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomanagement | Risk management |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009558142